-19.0%
LBRT vs KMX
-23.1%
+4.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.6% | -3.5% |
| 7D | -15.7% | +1.5% | -17.2% | -16.1% |
| 30D | -34.3% | +3.0% | -37.3% | -35.4% |
| 3M | -40.6% | -7.8% | -32.8% | -39.7% |
| 6M | -62.0% | +34.3% | -96.3% | -67.0% |
| YTD | -31.6% | +40.2% | -71.9% | -43.2% |
| 1Y | -25.8% | +63.0% | -88.8% | -42.2% |
| 3Y | -30.4% | -14.5% | -15.9% | -32.8% |
| 5Y | +18.7% | -64.3% | +83.0% | +62.3% |
| All | -19.0% | -23.1% | +4.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KMX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling